Un modelo difuso para la selección de carteras de proyectos con incertidumbre en los costes

Abstract

In this work, we develop an integer 0-1 programming model in order to select and plan, simultaneously, a project portfolio from a set of initial candidates. Projects can start at different times depending on resource availability or any other strategic or political requirements. We assume the decision centre has an imprecise knowledge about certain parameters which appear in the model’s constraints. This uncertainty has been modeled using fuzzy set concepts. A numerical example is presented to demonstrate its performance and usefulness of the obtained results.